Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-02 0.422422 0.468988 0.521147 0.584432 0.659868 0.747860 0.859696
2025-11-09 0.354564 0.410343 0.476981 0.563952 0.676804 0.821821 1.028570
2025-11-16 0.318941 0.380714 0.458217 0.565386 0.714600 0.923349 1.254922
2025-11-23 0.299941 0.367655 0.456315 0.585470 0.777606 1.069956 1.590567
2025-11-30 0.279240 0.349192 0.443820 0.587442 0.812952 1.181616 1.910330
2025-12-07 0.260413 0.330906 0.428820 0.582568 0.835371 1.275869 2.236744
2025-12-14 0.243515 0.313526 0.412920 0.573533 0.848375 1.355457 2.570052
2025-12-21 0.227502 0.295982 0.394920 0.558570 0.848049 1.408968 2.871043
2025-12-28 0.220200 0.290339 0.393990 0.570768 0.897704 1.575848 3.578731
2026-01-04 0.215335 0.287786 0.397352 0.590258 0.964380 1.801488 4.676284
2026-01-11 0.205368 0.276798 0.386400 0.583344 0.977382 1.905690 5.467285
2026-01-18 0.199879 0.272247 0.385326 0.593840 1.028197 2.124737 7.066471
2026-01-25 0.188563 0.258235 0.368137 0.573571 1.010871 2.157870 7.848151
2026-02-01 0.177017 0.243292 0.348491 0.546922 0.975494 2.129397 8.262772
2026-02-08 0.171007 0.236791 0.342582 0.545972 0.999097 2.290981 10.360990
2026-02-15 0.168724 0.236062 0.346346 0.564185 1.071812 2.649762 15.654067
2026-02-22 0.163910 0.230938 0.342084 0.565755 1.103750 2.885971 21.503992
2026-03-01 0.158493 0.224539 0.335138 0.561045 1.118582 3.066967 28.635321
2026-03-08 0.152888 0.217566 0.326738 0.552466 1.121576 3.203259 37.300853
2026-03-15 0.146851 0.209618 0.316151 0.538297 1.106850 3.255930 45.360227
2026-03-22 0.144771 0.208215 0.317370 0.549834 1.167790 3.712936 92.563074
2026-03-29 0.143670 0.208399 0.321494 0.568260 1.254189 4.397924 349.175619
2026-04-05 0.139463 0.203060 0.314939 0.561725 1.261866 4.639251 982.405181